-71.7%
DOCU vs VEU
+45.1%
-116.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.9% |
| 7D | -5.5% | -1.6% | -3.9% | -3.8% |
| 30D | +12.6% | -4.3% | +17.0% | +18.6% |
| 3M | +36.4% | -5.8% | +42.2% | +45.7% |
| 6M | +66.8% | -4.4% | +71.2% | +71.5% |
| YTD | +13.5% | +8.7% | +4.8% | -7.2% |
| 1Y | +11.3% | +12.6% | -1.3% | -14.3% |
| 3Y | +92.1% | +65.2% | +26.8% | -28.3% |
| All | -71.7% | +45.1% | -116.8% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling